Soc. Generale Put 4 TNE5 19.09.20.../  DE000SY614H4  /

EUWAX
13/11/2024  09:44:46 Chg.+0.020 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -
-
Ask Size: -
TELEFONICA INH. ... 4.00 EUR 19/09/2025 Put
 

Master data

WKN: SY614H
Issuer: Société Générale
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Put
Strike price: 4.00 EUR
Maturity: 19/09/2025
Issue date: 12/08/2024
Last trading day: 18/09/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -11.70
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -0.10
Time value: 0.35
Break-even: 3.65
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.94%
Delta: -0.38
Theta: 0.00
Omega: -4.39
Rho: -0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month  
+36.00%
3 Months
  -17.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.320 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -